There probably won’t be any issue at all from what I understand. If you both were free to marry, then the Church considers you sacramentally married.
There would be an issue if one of you had been divorced, since the Church would have considered the first marriage to be sacramental and indissoluble. In such a case, you’d have to look into an annulment, but since that is not the case here there’s nothing to worry about on that end. Also, an annulment is a declaration that what was thought to be a marriage was in fact not one, so you should have no reason to seek one of these at all.
If either of you were Catholic and married outside the Church without a dispensation, that might also be an issue. In this case I believe you would have to have your marriage blessed. But again, it doesn’t sound as if this is the case either.
If you were just two non-Catholics who married, and then one or both of you converted there is absolutely no issue that I am aware of, whether your marriage took place in a church building or not.
Assuming I’m not just wrong, I don’t think you have anything to worry about. If you’re concerned, you can of course ask the sister (or the parish priest, for that matter), but I wouldn’t expect any difficulties.